+461.1%
WWD vs ACM
+133.7%
+327.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +0.4% | +6.6% | -6.2% | -3.4% |
| 30D | -0.4% | +19.8% | -20.2% | -11.0% |
| 3M | -6.1% | -3.1% | -3.0% | -5.9% |
| 6M | -9.5% | -11.5% | +2.0% | -5.0% |
| YTD | +10.8% | -24.7% | +35.5% | +27.4% |
| 1Y | +23.5% | -45.1% | +68.6% | +73.6% |
| 3Y | +151.3% | -8.9% | +160.1% | +143.4% |
| 5Y | +187.8% | +5.4% | +182.4% | +146.9% |
| 10Y | +461.1% | +131.1% | +330.0% | +177.6% |
| All | +461.1% | +133.7% | +327.4% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling